+175.5%
FDX vs BBWI
-56.0%
+231.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.9% |
| 7D | -3.3% | +1.6% | -4.9% | -3.6% |
| 30D | -1.4% | -6.2% | +4.8% | -0.4% |
| 3M | -4.5% | +4.3% | -8.9% | -6.2% |
| 6M | +9.4% | -7.2% | +16.6% | +9.2% |
| YTD | +36.0% | -3.0% | +39.0% | +34.0% |
| 1Y | +75.5% | -30.8% | +106.3% | +83.5% |
| 3Y | +62.8% | -43.4% | +106.2% | +71.0% |
| 5Y | +64.4% | -66.7% | +131.1% | +86.5% |
| 10Y | +175.5% | -55.7% | +231.1% | +141.3% |
| All | +175.5% | -56.0% | +231.4% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling